CME Australian Dollar Future June 2024

Trading Metrics calculated at close of trading on 09-Jan-2024

Day Change Summary
	Previous	Current
	08-Jan-2024	09-Jan-2024	Change	Change %	Previous Week
Open	0.6762	0.6747	-0.0016	-0.2%	0.6841
High	0.6762	0.6747	-0.0016	-0.2%	0.6865
Low	0.6707	0.6710	0.0003	0.0%	0.6683
Close	0.6752	0.6712	-0.0040	-0.6%	0.6742
Range	0.0056	0.0037	-0.0019	-33.3%	0.0182
ATR	0.0055	0.0054	-0.0001	-1.7%	0.0000
Volume	53	20	-33	-62.3%	335

Daily Pivots for day following 09-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.6834	0.6810	0.6732
R3	0.6797	0.6773	0.6722
R2	0.6760	0.6760	0.6719
R1	0.6736	0.6736	0.6715	0.6729
PP	0.6723	0.6723	0.6723	0.6719
S1	0.6699	0.6699	0.6709	0.6692
S2	0.6686	0.6686	0.6705
S3	0.6649	0.6662	0.6702
S4	0.6612	0.6625	0.6692

Weekly Pivots for week ending 05-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	0.7308	0.7206	0.6842
R3	0.7126	0.7025	0.6792
R2	0.6945	0.6945	0.6775
R1	0.6843	0.6843	0.6759	0.6803
PP	0.6763	0.6763	0.6763	0.6743
S1	0.6662	0.6662	0.6725	0.6622
S2	0.6582	0.6582	0.6709
S3	0.6400	0.6480	0.6692
S4	0.6219	0.6299	0.6642

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6799	0.6683	0.0116	1.7%	0.0060	0.9%	25%	False	False	61
10	0.6900	0.6683	0.0217	3.2%	0.0053	0.8%	13%	False	False	76
20	0.6900	0.6578	0.0322	4.8%	0.0055	0.8%	42%	False	False	95
40	0.6900	0.6388	0.0513	7.6%	0.0045	0.7%	63%	False	False	69
60	0.6900	0.6345	0.0555	8.3%	0.0036	0.5%	66%	False	False	48
80	0.6900	0.6345	0.0555	8.3%	0.0033	0.5%	66%	False	False	37
100	0.6900	0.6345	0.0555	8.3%	0.0029	0.4%	66%	False	False	30
120	0.6900	0.6345	0.0555	8.3%	0.0025	0.4%	66%	False	False	25

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.6904
2.618	0.6843
1.618	0.6806
1.000	0.6784
0.618	0.6769
HIGH	0.6747
0.618	0.6732
0.500	0.6728
0.382	0.6724
LOW	0.6710
0.618	0.6687
1.000	0.6673
1.618	0.6650
2.618	0.6613
4.250	0.6552

Fisher Pivots for day following 09-Jan-2024
Pivot	1 day	3 day
R1	0.6728	0.6729
PP	0.6723	0.6724
S1	0.6717	0.6718

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These figures are updated between 7pm and 10pm EST after a trading day.

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